RBOB Gasoline Historical Replay: 2021-09 to 2021-12
Replay the 2021 RBOB gasoline crash as a 64-day, 22.6% drawdown scenario shaped by regulatory pressure across September through early December. Step through authentic daily decisions, face 4 critical inflection points, and receive an AI coach review on your simulated choices.
64 daily bars · 11 decision points · 2021-09 to 2021-12 · Commodities
Key facts
This window spans 90 days with a peak-to-trough drawdown of 22.6% and a 20.0% run-up.
- Max drawdown
- −22.6%
- Max run-up
- +20.0%
- Duration
- 90 days
- Largest single-day move
- −12.5%
- Bars
- 64 Daily bars
- Decision points
- 11
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The RBOB gasoline market entered September 2021 amid a complex interplay of post-pandemic demand recovery and intensifying regulatory scrutiny on energy prices. Chinese policymakers had signaled willingness to tap strategic reserves and implement measures to cool commodity inflation, creating an uncertain backdrop for energy traders. This 64-day replay window captures a period when gasoline futures navigated from 2.13 to 2.1, reflecting a modest net decline despite the underlying volatility.
The scenario delivered a max drawdown of 22.6% across the period, with the largest single-bar move hitting 12.5%—a stark reminder of tail risk in regulated markets. Participants faced 11 decision points, of which 4 were marked as critical inflection moments that could dramatically alter portfolio outcomes. The closing price differential of -1.4% masks the journey: energy markets under regulatory pressure can swing violently before settling near baseline levels.
For decision training, this replay emphasizes the psychological discipline required when regulatory announcements can invalidate technical setups overnight. The 12.5% single-day moves test risk management frameworks, while the 22.6% drawdown challenges participants to distinguish between temporary policy noise and structural trend changes. Success here lies not in predicting regulatory intent but in building resilient processes that survive the volatility between policy signal and market consensus.
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